Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 0.528701 0.591154 0.660922 0.745203 0.845015 0.960408 1.105317
2025-01-19 0.437517 0.511315 0.599091 0.712735 0.858303 1.041847 1.296383
2025-01-26 0.392353 0.474886 0.578141 0.719777 0.913944 1.178715 1.582205
2025-02-02 0.359016 0.447213 0.562292 0.728150 0.969587 1.323380 1.913839
2025-02-09 0.327509 0.417413 0.538759 0.720930 0.999960 1.435486 2.225582
2025-02-16 0.305252 0.397180 0.525154 0.724719 1.045622 1.578672 2.632387
2025-02-23 0.278749 0.368225 0.495660 0.700133 1.041419 1.636827 2.899673
2025-03-02 0.254341 0.340066 0.464414 0.668621 1.020149 1.659435 3.101569
2025-03-09 0.242333 0.328846 0.457207 0.674224 1.062777 1.808720 3.637749
2025-03-16 0.236255 0.325767 0.461885 0.699527 1.144301 2.053584 4.520990
2025-03-23 0.227913 0.318486 0.459096 0.711402 1.202215 2.263836 5.433358
2025-03-30 0.219443 0.310313 0.454022 0.718382 1.251339 2.467535 6.460897
2025-04-06 0.208833 0.298398 0.442373 0.713169 1.277070 2.629609 7.502136
2025-04-13 0.194856 0.280220 0.418839 0.683206 1.245135 2.637076 7.973995
2025-04-20 0.188387 0.273807 0.414865 0.690212 1.296237 2.883683 9.697573
2025-04-27 0.182620 0.268145 0.411687 0.698329 1.351467 3.162917 11.950213
2025-05-04 0.175072 0.259045 0.401722 0.691636 1.370240 3.339868 13.930389
2025-05-11 0.169616 0.253144 0.397045 0.695287 1.415407 3.620977 17.111271
2025-05-18 0.160849 0.241126 0.380418 0.672097 1.387972 3.644755 18.489526
2025-05-25 0.151789 0.228210 0.361435 0.642317 1.339236 3.579428 19.078632
2025-06-01 0.147972 0.224195 0.358746 0.647631 1.385768 3.888650 23.917808
2025-06-08 0.146729 0.224573 0.364271 0.671570 1.488644 4.474107 34.320904
2025-06-15 0.143975 0.222117 0.364184 0.682799 1.557782 4.961719 46.832972